+374.8%
META vs VALE
+475.8%
-101.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +1.6% | +5.1% | +6.3% |
| 30D | +4.8% | +5.1% | -0.4% | +3.4% |
| 3M | -1.6% | -0.4% | -1.2% | -1.8% |
| 6M | -7.5% | -2.2% | -5.3% | -7.5% |
| YTD | -6.4% | +20.5% | -26.9% | -11.2% |
| 1Y | -17.3% | +61.2% | -78.5% | -26.9% |
| 3Y | +109.9% | +43.1% | +66.8% | +87.8% |
| 5Y | +65.4% | +34.0% | +31.4% | +45.2% |
| All | +374.8% | +475.8% | -101.1% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling